Quant Researcher (Fintech)

TL;DR

Quant Researcher (Fintech): Designing and deploying systematic strategies and high-frequency alpha models for global trading venues with an accent on pricing inefficiencies and execution logic. Focus on rigorous backtesting, C++ performance-critical development, and optimizing strategies for live production environments.

Location: Must be based in the USA (Remote).

Company

An independent trading firm building systematic strategies across multiple asset classes with a focus on robust infrastructure and performance.

What you will do

• Design and validate systematic strategies using large market datasets.
• Research alpha signals, pricing inefficiencies, and execution logic.
• Test hypotheses and optimize strategy performance using internal tools.
• Partner with engineering and execution teams for production deployment.
• Expand strategy coverage across new instruments, regions, and asset classes.
• Monitor live models to iterate on PnL and risk-adjusted returns.

Requirements

• Minimum 2 years of experience in quantitative research or systematic trading.
• Proven track record with live or backtested HFT or MFT strategies.
• Advanced coding skills in C++ or C for performance-critical systems.
• Proficiency in Python, R, or Matlab for data analysis.
• Strong academic background in Math, Physics, or Computer Science.
• Must be based in the USA.

Culture & Benefits

• Competitive base salary with performance-based incentives.
• Fully remote setup with high autonomy.
• Comprehensive health insurance for employees and dependents.
• 4 weeks of paid time off annually.
• Access to proprietary high-performance trading infrastructure.
• Flat, low-politics organizational culture with global reach.